Built-in HTTP/SOCKS Proxy supports

Built-in HTTP/SOCKS to SSH ProxyCommand fill to ssh-config

Use System Proxy or User-defined proxy

e.q:

in Connection Tab, Add a Proxy Section:

nc -X connect -x [http-proxy-ip]:[http-proxy-port] %h %p to SSH ProxyCommand

It's already there. Actually both in the connection tab (Proxy Jump, which has a much clearer syntax) and in the advanced tab.

Better yet, use the full power of the ~/.ssh/config file and reference those aliases in Core Shell and Core Tunnel.

My dotfiles will sync to other devices (Linux servers)

Modify ~/.ssh/config, It will affect the use of other devices

You can have as many aliases as you want in the config file

ProxyCommand is already supported, you can set it in Advance, Proxy section in profile settings.